AlphaDroid Defensive Sector Rotation ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
18.59%
decreased by 1.05%
1 Week
18.69%
decreased by 0.95%
1 Month
18.93%
decreased by 0.71%
Analysis last updated: Saturday, May 23, 2026 at 02:26 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4647 | 2.83 | |
| 0.0859 | 2.60 | |
| 0.9090 | 18.11 | |
| 5.7986 | 0.53 |
Estimation Period:
Oct 16, 2025 to May 22, 2026
Oct 16, 2025 to May 22, 2026
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